+306.4%
CSCO vs MMM
+82.0%
+224.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.4% |
| 7D | -10.2% | +6.2% | -16.4% | -12.6% |
| 30D | -20.1% | +14.2% | -34.3% | -24.7% |
| 3M | -22.1% | +2.9% | -25.0% | -23.3% |
| 6M | +3.2% | +27.6% | -24.4% | -7.7% |
| YTD | +24.1% | +17.3% | +6.8% | +14.1% |
| 1Y | +34.6% | +15.1% | +19.5% | +24.7% |
| 3Y | +90.0% | +157.1% | -67.1% | +13.9% |
| 5Y | +88.6% | +45.1% | +43.5% | +53.6% |
| All | +306.4% | +82.0% | +224.4% | +203.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MMM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling